ROBETH is the program library for robust statistical procedures
described in the book entitled "Algorithms, Routines and S-Plus Functions" by A.
Marazzi (Wadsworth and Brooks/Cole, 1993; reprinted by Chapman Hall). ROBETH has been
interfaced to the statistical environments S-Plus and R.
Several errors in ROBETH and in the book have been corrected and a few changes have been
made. The most recent version of ROBETH and a list of corrections are made available here.
| File | Description | |
| robsrc.tar.Z | sources, compressed file for UNIX; june 2003 | |
| robsrc.exe | sources, self extracting zip-file; june 2003 | |
| robwin.exe | object and interface for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip file (no binary file for S-Plus 3.x); june 2003 | |
| robwin_v6.exe | object and interface for S-Plus 6.x / Windows or more recent version, self extracting zip file; june 2003 | |
| robeth_R.zip | DLL and interface for R (version >= 2.5.1) / Windows, october 2007 | |
| errata.txt | corrections and changes in the book; last change: november 2002 | |
| errcod.txt | correction and changes in the code; last change: august 2001 |
Decompressing robsrc.tar.Z or robsrc.exe generates a set of directories including README. Installation instructions can be found in this directory.
HUBER is a library of S functions for the computation of Huber type robust regression. HUBER requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| hubsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; october 2001 | |
| hubman.ps.Z | manual, UNIX compressed PS-file; april 1997 | |
| hubwin.exe | object files for S-Plus 4.x or S-Plus 2000/Windows, self extracting zip file; august 2003 | |
| hubwin_v6.exe | object files for S-Plus 6.x / Windows and more recent version, self extracting zip-file; august 2004 | |
| hubman.exe | manual, self extracting PS and PDF-files; august 2003 | |
| hubR_win.exe | Sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; august 2003 | |
| install.txt | Installation instruction |
ZYSREG is a library of S functions for the computation of high breakdown point and high efficiency regression with a test for biais according to a method proposed by Yohai, Zamar and Stahel. ZYSREG requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| zyssrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; october 2001 | |
| zysman.tar.Z | manual, UNIX compressed PS-file; july 1997 | |
| zyswin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; august 2003 | |
| zyswin_v6.exe | object files for S-Plus 6.x / Windows and more recent version, self extracting zip-file; august 2004 | |
| zysman.exe | manual, self extracting PS and PDF-files; august 2003 | |
| zysR_win.exe | Sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; august 2003 | |
| install.txt | Installation instruction |
ROBGLM is a library of S functions for the computation of conditionally unbiased bounded-influence M-estimates for discrete Generalized Linear Models according to a method proposed by Kuensch et al. [1989]. ROBGLM requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| glmsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; september 2003 | |
| glmman.tar.Z | manual, UNIX compressed PS-file; april 1997 | |
| glmwin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; september 2003 | |
| glmwin_v6.exe | object files for S-Plus 6.x / Windows and more recent version, self extracting zip-file; september 2003 | |
| glmman.exe | manual, self extracting PS and PDF-files; august 1999 | |
| glmR_win.exe | Sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; september 2003 | |
| install.txt | Installation instruction |
Papers related to this library:
Künsch H.R., Stefanski L.A., Carrol R.J. [1989]. Conditionnally unbiased bounded-influence estimation in general regression models, with application to generalized linear models. Journal of the American Statistical Association 84, pp.460-466.
ROBNRM is a library of S functions for the computation of M-estimates of the parameters of the Gauss and the lognormal distributions. ROBNRM requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| nrmsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; october 2001 | |
| nrmman.tar.Z | manual, UNIX compressed PS-file; august 1999 | |
| nrmwin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; july 2003 | |
| nrmwin_v6.exe | object files for S-Plus 6.x / Windows and more recent version, self extracting zip-file; october 2001 | |
| nrmR_win.exe | DLL+sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; july 2003 | |
| nrmman.exe | manual, self extracting PS and PDF-files; july 2003 | |
| install.txt | Installation instruction |
Papers related to this library:
Marazzi A., Paccaud F., Ruffieux C. [1998]. Fitting the distributions of length of stay by parametric models. Medical care 36:915-927.[Draft pdf]
ROBGAM is a library of S functions for the computation of M-estimates of the parameters of the Gamma distribution. ROBGAM requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| gamsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; july 2003 | |
| gamman.ps.Z | manual, UNIX compressed PS-file; april 1997 | |
| gamwin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip file; july 2003 | |
| gamwin_v6.exe | object files for S-Plus 6.x / Windows and more recent versions, self extracting zip file; july 2003 | |
| gamman.exe | manual, self extracting PS and PDF-files; august 1999 | |
| gamR_win.exe | DLL+sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; july 2003 | |
| install.txt | Installation instruction |
Papers related to this library:
Marazzi A., Ruffieux C. [1996]. Implementing M-estimators of the Gamma distribution. Robust Statistics, Data Analysis, and Computer Intensive Methods, in Honor of Peter Huber's 60th Birthday, H. Rieder (Ed.).Lecture Notes in Statistics, Springer 109, pp.277-297.[Draft pdf]
Marazzi A., Paccaud F., Ruffieux C. [1998]. Fitting the distributions of length of stay by parametric models. Medical care 36:915-927.[Draft pdf]
ROBWBL is a library of S functions for the computation of M-estimates of the parameters of the Weibull distribution. ROBWBL requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| wblsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; july 2003 | |
| wblman.tar.Z | manual, UNIX compressed PS-file; july 2003 | |
| wblwin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; july 2003 | |
| wblwin_v6.exe | object files for S-Plus 6.x / Windows and more recent version, self extracting zip-file; october 2001 | |
| wblman.exe | manual, self extracting PS and PDF-files; july 2003 | |
| wblR_win.exe | DLL+sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; july 2003 | |
| install.txt | Installation instruction |
Papers related to this library:
Marazzi A., Paccaud F., Ruffieux C. [1998]. Fitting the distributions of length of stay by parametric models. Medical care 36:915-927.[Draft pdf]
TWMEAN is a library of S functions for the computation of truncated and/or weighted mean estimate of an asymmetric distribution. TWMEAN requires ROBETH and ROBGAM or ROBWBL or ROBNRM to be loaded into S-Plus or R.
| File | Description | |
| twmsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; may 2005 | |
| twmman.ps.Z | manual, UNIX compressed PS-files; august 2001 | |
| twmwin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; may 2005 | |
| twmwin_v6.exe | object files for S-Plus 6.x / Windows or more recent version, self extracting zip-file; may 2005 | |
| twmman.exe | manual, self-extracting PS et PDF-files; july 2003 | |
| twmR_win.exe | DLL+sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; may 2005 | |
| install.txt | Installation instruction |
Papers related to this library:
Marazzi A., Ruffieux C. [1999]. The truncated mean of an asymmetric distribution Computational Statistics & Data Analysis 32:79-100. [Draft pdf]
Marazzi A. [2001]. Bootstrap tests for robust means of asymmetric distributions with unequal shapes. Computational Statistics & Data Analysis 39:503-528. [Draft pdf]
CNTRMN is a library of S functions for the computation of constrained estimators and bootstrap tests of robust means of asymmetric distributions. CNTRMN requires ROBETH, ROBWBL, ROBGAM, ROBNRM and TWMEAN to be loaded into S-Plus or R.
| File | Description | |
| cntsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; august 2001 | |
| cntman.ps.Z | manual, compressed UNIX PS-files; august 2001 | |
| cntwin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; july 2003 | |
| cntwin_v6.exe | object files for S-Plus 6.x/Windows and more recent version, self extracting zip-file; october 2001 | |
| cntman.exe | manual, self-extracting PS and PDF-files; july 2003 | |
| cntR_win.exe | DLL+sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; august 2003 | |
| install.txt | Installation instruction |
Papers related to this library:
Marazzi A., Ruffieux C. [1999]. The truncated mean of an asymmetric distribution. Computational Statistics & Data Analysis 32:79-100. [Draft pdf]
Marazzi A. [2001]. Bootstrap tests for robust means of asymmetric distributions with unequal shapes. Computational Statistics & Data Analysis 39:503-528. [Draft pdf]
Marazzi A., Barbati G. [2003]. Robust parametric means of asymmetric distributions: estimation and testing. Estadistica, Vol 54, Numbers 162-163, pp 47-72. [Draft pdf]
TMLEST is a library of S functions for the computation of the truncated maximum
likelihood regression estimates
described in Marazzi and Yohai [2004]. It assumes that the error distribution follows a
log-Weibull or a
normal distribution. TMLEST reqires ROBETH and ROBNRM to be loaded into S-Plus or R.
| File | Description | |
| tmlsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; april 2006 | |
| tmlwin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; april 2006 | |
| tmlwin_v6.exe | object files for S-Plus 6.x or 7.x / Windows self extracting zip-file; april 2006 | |
| tmlest_R.zip robustbase_R.zip |
DLL and interface for R (version >= 2.5.1) / Windows, october 2007 | |
| tmlman.zip | Zipped text file for the online help; october 2001 | |
| tmlR_win.exe | DLL+sources for R (version >= 1.7.0 and < 2.0.0) / Windows, self extracting zip-file; april 2006 | |
| install.txt | Installation instruction |
Papers related to this library:
Marazzi A., Yohai V. J. [2004]. Adaptively truncated maximum likelihood regression with asymmetric errors. Journal of Statistical Planning and Inference, Vol 122/1-2, pp.271-291. [Draft pdf]
ROBCOX is a library of S functions for the computation of the robust Cox test. ROBCOX requires ROBETH, ROBGAM, ROBWBL and ROBNRM to be loaded into S-Plus or R.
| File | Description | |
| coxsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; september 2002 | |
| coxman.tar.Z | manual [Draft], compressed UNIX PS/PDF-file; september 2002 | |
| coxwin.exe | object files for S-Plus 3.x, 4.x or S-Plus 2000 / Windows, self extracting zip file; september 2002 | |
| coxwin_v6.exe | object files for S-Plus 6.x / Windows, self extracting zip-file; september 2002 | |
| coxman.exe | manual [Draft], compressed DOS PS/PDF-file; september 2002 | |
| dcompar.o | precompiled object file for S-Plus 3.x/Windows; september 2002 | |
| install.txt | Installation instruction |
Papers related to this library:
Kuonen D. [1997]. Robust testing between two asymmetric distributions: A simulation study. Technical report. [Full text pdf]
TRFRAC is a library of S functions for the computation of the robust residual autocorrelation estimate of a transformation parameter. TRFRAC requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| trfwin.exe | object files for S-Plus 2000 / Windows, self extracting zip file; april 2005 | |
| trfwin_v6.exe | object files for S-Plus 6.x / Windows and more recent versions, self extracting zip file; april 2005 | |
| trfR_win.exe | DLL+sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; april 2005 | |
| install.txt | Installation instruction |
Papers related to this library:
Marazzi A., Yohai V. J. [2004]. Robust Box-Cox transformations for simple regression. Theory and Applications of Recent Robust Methods, Series: Statistics for Industry and Technology, Birkhauser, Basel. Edited by M. Hubert, G. Pison, A. Struyf and S. Van Aelst. pp 173-182. [Draft pdf]
Marazzi A., Yohai V. J. [2005]. Robust Box-Cox transformations based on minimum residual autocorrelation. Submitted to Elsevier Science B.V.
Marazzi A., Yohai V. J. [2005]. Consistency of the robust residual autocorrelation estimate of a transformation parameter. Technical report . [Draft pdf]